qrBoot

<code>qrBoot</code> provides a simple bootstrapping method for estimating the parameters of a cdf quantile regression model.

Employs a two-parameter family of
distributions for modelling random variables on the (0, 1) interval by
applying the cumulative distribution function (cdf) of one parent
distribution to the quantile function of another.

Yiyun Shou

cdfquantreg

Quantile Regression for Random Variables on the Unit Interval

Michael Smithson

qrBoot function

<dl><dt>object</dt>
<dd>The fitted cdfqr model object</dd>
<dt>rn</dt>
<dd>The sample size of bootstrap samples</dd>
<dt>f</dt>
<dd>A function whose one argument is the name of a cdfqr object that will be applied to the updated cdfqr object to compute the statistics of interest. The default is coef.</dd>
<dt>R</dt>
<dd>Number of bootstrap samples.</dd>
<dt>ci</dt>
<dd>The confidence interval level to obtain the bootstrap confidence intervals</dd></dl>

Arguments

Bootstrapping for cdf quantile regression — qrBoot

<dl>

<dt>object</dt>
<dd>The fitted cdfqr model object</dd>


<dt>rn</dt>
<dd>The sample size of bootstrap samples</dd>


<dt>f</dt>
<dd>A function whose one argument is the name of a cdfqr object that will be applied to the updated cdfqr object to compute the statistics of interest. The default is coef.</dd>


<dt>R</dt>
<dd>Number of bootstrap samples.</dd>


<dt>ci</dt>
<dd>The confidence interval level to obtain the bootstrap confidence intervals</dd>

</dl>

qrBoot: Bootstrapping for cdf quantile regression

Description

Usage

Value

Arguments

Examples